+218.5%
SLV vs PCAR
+363.2%
-144.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +6.7% | -6.2% | +12.9% | +7.9% |
| 3M | -10.7% | +5.9% | -16.6% | -11.6% |
| 6M | -20.6% | +0.4% | -21.0% | -20.8% |
| YTD | -7.1% | +14.8% | -22.0% | -8.8% |
| 1Y | +62.0% | +30.1% | +31.9% | +56.4% |
| 3Y | +169.8% | +66.7% | +103.2% | +148.5% |
| 5Y | +161.5% | +166.1% | -4.7% | +122.1% |
| All | +218.5% | +363.2% | -144.7% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling